Related papers: Probability distribution function for reorientatio…
We present a numerical algorithm to solve the Boltzmann equation for the electron distribution function in magnetic multilayer heterostructures with non-collinear magnetizations. The solution is based on a scattering matrix formalism for…
This article introduces two techniques for computing the distribution of the absorption or first passage time of the drifted Wiener diffusion subject to Poisson resetting times, to an upper hard wall barrier and to a lower absorbing…
We give a method for finding the exact analytical solution for the problem of a particle undergoing diffusive motion in a flat potential in the presence of a new localized sink. The Diffusive motion is described using the Smoluchowski…
We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean…
The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…
Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…
We investigate in this paper propagation phenomena for the heterogeneous reaction-diffusion equation $\partial_t u -\Delta u = f(t,u)$, $x\in R^N$, $t\in\R$, where f=f(t,u) is a KPP monostable nonlinearity which depends in a general way on…
We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…
This work deals with an inverse two-dimensional nonlinear heat conduction problem to determine the top and lateral surface transfer coefficients. For this, the \textsc{B}ayesian framework with the \textsc{M}arkov Chain \textsc{M}onte…
The distribution function of relaxation times in disordered dielectrics has been calculated in the random field theory framework. For this purpose, we first consider the dynamics of single two-orientable impurity electric dipole in a random…
We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…
We propose an analytical method for finding the time domain solution for the problem of electronic relaxation of a molecule in solution. The relaxation process is modeled by the decay of a diffusing probability distribution through an…
We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…
A study of the diffusion of a passive Brownian particle on the surface of a sphere and subject to the effects of an external potential, coupled linearly to the probability density of the particle's position, is presented through a numerical…
Considering a real-valued diffusion, a real-valued reward function and a positive discount rate, we provide an algorithm to solve the optimal stopping problem consisting in finding the optimal expected discounted reward and the optimal…
We find sets of solutions to the generalized spheroidal wave equation (GSWE) or, equivalently, to the confluent Heun equation. Each set is constituted by three solutions, one given by a series of ascending powers of the independent…
This PhD thesis lays out algebraic and topological structures relevant for the study of probabilistic graphical models. Marginal estimation algorithms are introduced as diffusion equations of the form $\dot u = \delta \varphi$. They…
We develop a quantum Smoluchowski equation in terms of a true probability distribution function to describe quantum Brownian motion in configuration space in large friction limit at arbitrary temperature and derive the rate of barrier…
The Smoluchowski equation with a time dependent sink term is solved exactly. In this method by knowing the probability distribution at the origin P(0,s), one may derive the probability distribution at all positions i.e., P(x,s). Further the…
This paper studies the problem of distributed Riemannian optimization over a network of agents whose cost functions are geodesically smooth but possibly geodesically non-convex. Extending a well-known distributed optimization strategy…